HotSpots for 09/02/2019 for $ES $YM $NQ

Daily HotSpots

HotSpots are times during the market trading session that for the past XX days have consistently moved in one direction or the other. These HotSpots are published each morning pre-market. The next day, a results post is also published and weekly a summary post.

CAUTION: This data is under development and provided only for research and teaching purposes

If you have questions about HotSpots you can contact us at info@mrtopstep.com.

ES_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1538 81 0.02 52.00 chart
normal-13 1525 1555 85 0.01 22.00 chart
normal-11 1513 1549 82 0.00 11.75 chart
normal-8 1158 1257 88 0.00 10.00 chart
normal-5 1324 1355 80 0.01 19.25 chart
taylorPlus-21 1454 1541 81 0.03 92.25 chart
taylorPlus-13 1448 1544 92 0.01 39.75 chart
taylorPlus-11 1448 1544 91 0.01 29.00 chart
taylorPlus-8 1454 1550 100 0.02 68.75 chart
taylorPlus-5 1451 1548 100 0.01 34.25 chart
taylor3-21 1511 1545 90 0.01 37.00 chart
taylor3-13 1450 1548 92 0.01 25.00 chart
taylor3-11 1241 1326 91 0.02 48.25 chart
taylor3-8 1241 1326 100 0.01 45.00 chart
taylor3-5 1301 1341 100 0.02 50.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1421 -86 -0.02 -56.25 chart
normal-13 1338 1415 -92 -0.01 -35.25 chart
normal-11 1341 1414 -91 -0.01 -32.75 chart
normal-8 1347 1445 -100 -0.01 -23.75 chart
normal-5 1506 1545 -100 -0.01 -28.25 chart
taylorPlus-21 1344 1439 -90 -0.03 -70.75 chart
taylorPlus-13 1342 1440 -92 -0.02 -48.25 chart
taylorPlus-11 0931 1020 -100 -0.02 -45.75 chart
taylorPlus-8 0931 1020 -100 -0.01 -41.75 chart
taylorPlus-5 1024 1121 -100 -0.02 -47.25 chart
taylor3-21 1127 1222 -86 -0.02 -56.25 chart
taylor3-13 1340 1411 -92 -0.01 -38.75 chart
taylor3-11 1338 1410 -91 -0.01 -44.50 chart
taylor3-8 1338 1409 -100 -0.01 -40.00 chart
taylor3-5 0938 1036 -100 -0.03 -76.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.02 186.00 chart
normal-13 1525 1555 85 0.01 59.75 chart
normal-11 1443 1538 82 0.01 39.00 chart
normal-5 0931 1003 100 0.01 59.75 chart
taylorPlus-21 1454 1544 81 0.04 286.00 chart
taylorPlus-13 1454 1549 92 0.03 200.25 chart
taylorPlus-11 1454 1549 91 0.02 163.00 chart
taylorPlus-8 1454 1549 100 0.02 184.75 chart
taylorPlus-5 1443 1541 100 0.01 96.50 chart
taylor3-21 1511 1543 86 0.02 109.75 chart
taylor3-13 1212 1247 92 0.01 60.50 chart
taylor3-11 1240 1326 91 0.02 157.75 chart
taylor3-8 1240 1326 100 0.02 146.25 chart
taylor3-5 1242 1341 100 0.02 162.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.03 -214.50 chart
normal-13 1338 1410 -92 -0.01 -105.25 chart
normal-11 1343 1439 -100 -0.01 -84.50 chart
normal-8 1347 1443 -100 -0.01 -60.00 chart
normal-5 1225 1324 -100 -0.01 -88.75 chart
taylorPlus-21 1345 1439 -90 -0.03 -252.75 chart
taylorPlus-13 1005 1104 -92 -0.03 -235.75 chart
taylorPlus-11 1026 1121 -91 -0.02 -185.50 chart
taylorPlus-8 1026 1121 -87 -0.02 -163.00 chart
taylorPlus-5 1026 1121 -100 -0.02 -148.50 chart
taylor3-21 0931 1018 -86 -0.04 -298.75 chart
taylor3-13 1328 1409 -92 -0.03 -210.50 chart
taylor3-11 1328 1411 -91 -0.03 -207.25 chart
taylor3-8 1338 1411 -100 -0.02 -148.25 chart
taylor3-5 0938 1036 -100 -0.03 -265.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1152 1224 82 0.01 152.00 chart
normal-8 1152 1224 88 0.00 107.00 chart
normal-5 1317 1348 80 0.01 171.00 chart
taylorPlus-21 1454 1525 81 0.02 526.00 chart
taylorPlus-13 1446 1545 92 0.01 372.00 chart
taylorPlus-11 1446 1545 91 0.01 298.00 chart
taylorPlus-8 1454 1550 100 0.02 530.00 chart
taylorPlus-5 1443 1515 100 0.01 270.00 chart
taylor3-21 1503 1544 86 0.01 339.00 chart
taylor3-13 1424 1506 92 0.01 282.00 chart
taylor3-11 1230 1326 91 0.02 413.00 chart
taylor3-8 1256 1326 100 0.01 265.00 chart
taylor3-5 1242 1341 100 0.02 426.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1343 1418 -86 -0.02 -494.00 chart
normal-13 1343 1418 -92 -0.01 -271.00 chart
normal-11 1343 1418 -100 -0.01 -241.00 chart
normal-8 1343 1423 -100 -0.01 -189.00 chart
normal-5 1506 1554 -100 -0.01 -295.00 chart
taylorPlus-21 1341 1439 -86 -0.02 -605.00 chart
taylorPlus-13 1342 1439 -92 -0.01 -394.00 chart
taylorPlus-11 0931 1019 -100 -0.01 -406.00 chart
taylorPlus-8 0931 1020 -100 -0.02 -409.00 chart
taylorPlus-5 1005 1104 -100 -0.01 -306.00 chart
taylor3-21 0943 1013 -81 -0.02 -580.00 chart
taylor3-13 1340 1412 -100 -0.01 -386.00 chart
taylor3-11 1338 1411 -100 -0.02 -456.00 chart
taylor3-8 1338 1409 -100 -0.01 -407.00 chart
taylor3-5 0938 1036 -100 -0.02 -611.00 chart

Lookbacks:

The lookback period (number of days) is set at 21,13,11,8 and 5 days. A heat-map is generated for each of these lookback periods, the best trade from day is scored.

The period of time that has consistently produced the best results becomes the hotspot for that lookback period. There are also different look-back types like Taylor and Taylor Plus.

Taylor cycles are usually 3-day cycles. A Taylor-5 look-back would use the last 5 trading days skipping back by 3 trading days.

Taylor Plus uses calendar days so weekends and non-trading days are counted as part of the skip count. If a lookback period falls on a none trading day, it is not used so a TaylorPlus will continue skipping back until 5 trading days are foundĀ for the heatmap calculation.